Copy external .jar files to the Informatica installation directory in the Data Integration Service machine at the following location:

<Informatic installation directory>/services/shared/jars

. Then recycle the Data Integration Service.

On the machine that hosts the Developer tool where you develop and run the mapping that contains the Java transformation:

Copy external .jar files to a directory on the local machine.
Edit the Java transformation to include an import statement pointing to the local .jar files.
Update the classpath in the Java transformation.
Compile the transformation.